-46.1%
VFC vs EXR
+215.3%
-261.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | +7.7% | +2.7% | +5.0% | +6.3% |
| 30D | +39.2% | +18.9% | +20.3% | +27.4% |
| 3M | +40.3% | +8.4% | +31.9% | +34.6% |
| 6M | +11.4% | +14.3% | -2.9% | +3.9% |
| YTD | +17.5% | +27.2% | -9.7% | +3.7% |
| 1Y | +45.9% | +25.9% | +19.9% | +29.4% |
| 3Y | +47.3% | +54.6% | -7.3% | +21.0% |
| 5Y | -67.2% | -0.6% | -66.6% | -68.5% |
| 10Y | -46.1% | +208.5% | -254.6% | -66.2% |
| All | -46.1% | +215.3% | -261.4% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling